CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.5740	7.16
$α$	0.0948	9.23
$β$	0.8629	60.21
$γ_{1}$	-0.0779	-2.98
$γ_{2}$	0.1140	2.84
$γ_{3}$	-0.0581	-2.15
$γ_{4}$	0.0533	2.26
$γ_{5}$	-0.0650	-2.70
$γ_{6}$	0.0545	1.87
$γ_{7}$	-0.0638	-1.67
$γ_{8}$	0.1804	2.54

V-Lab

Stellantis NV Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:136.99% (-7.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Stellantis NV Analyses